Sökning: "Jane M. Binner"

Hittade 1 avhandling innehållade orden Jane M. Binner.

1. 1. Liquidity and Portfolio Optimisation

   Författare :Björn Hagströmer; Jane M. Binner; Aston University Aston Business School; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; stock market; liquidity; systematic liquidity; portfolio optimisation; high-frequency data; Economics; Nationalekonomi;

   Sammanfattning : This thesis presents research within empirical financial economics with focus on liquidity and portfolio optimisation in the stock markets. The discussion on liquidity is focussed on measurement issues, including TAQ data processing and measurement of systematic liquidity factors. LÄS MER